ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
10.1016/j.jeconom.2011.10.004
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sg-nus-scholar.10635-521202023-10-30T10:12:33Z ARCH/GARCH with persistent covariate: Asymptotic theory of MLE Han, H. Park, J.Y. ECONOMICS ARCH Asymptotic distribution theory GARCH Maximum likelihood estimator Persistent covariate 10.1016/j.jeconom.2011.10.004 Journal of Econometrics 167 1 95-112 JECMB 2014-05-05T10:25:38Z 2014-05-05T10:25:38Z 2012-03 Article Han, H., Park, J.Y. (2012-03). ARCH/GARCH with persistent covariate: Asymptotic theory of MLE. Journal of Econometrics 167 (1) : 95-112. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2011.10.004 03044076 http://scholarbank.nus.edu.sg/handle/10635/52120 000300863300007 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ARCH Asymptotic distribution theory GARCH Maximum likelihood estimator Persistent covariate |
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ARCH Asymptotic distribution theory GARCH Maximum likelihood estimator Persistent covariate Han, H. Park, J.Y. ARCH/GARCH with persistent covariate: Asymptotic theory of MLE |
| description |
10.1016/j.jeconom.2011.10.004 |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS Han, H. Park, J.Y. |
| format |
Article |
| author |
Han, H. Park, J.Y. |
| author_sort |
Han, H. |
| title |
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE |
| title_short |
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE |
| title_full |
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE |
| title_fullStr |
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE |
| title_full_unstemmed |
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE |
| title_sort |
arch/garch with persistent covariate: asymptotic theory of mle |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/52120 |
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1781411746721824768 |